Classification of previously unclassified entities is performed in a wide range of environments including retailing, engineering, health sciences, and social media. For example, data about a given shopper may be used to classify a shopper as either being likely to respond to a certain type of advertisement or not likely to respond to that type of advertisement. This classification of the shopper may be used to tailor ads that are presented to the shopper. Data about a given patient may be used to classify the patient based on susceptibility to various diseases. Thus, the patient may be classified as high risk for lung cancer if the patient is a smoker. Data mining and machine learning are used to classify entities by leveraging accumulated structured and unstructured data. Classification techniques seek to balance between computational intensity and accuracy.